A self-organizing state space model and simplex initial distribution search

Koiti Yano ()

Computational Statistics, 2008, vol. 23, issue 2, 197-216

Keywords: Self-organizing state space model; Monte Carlo particle filter; Parameter estimation; Simplex Nelder-Mead algorithm (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s00180-007-0027-2

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